Preliminary ratings Class Preliminary rating(i) Preliminary amount ($) Initial interest rate (%)(ii) Credit enhancement (%)(iii) Class type A-1A AAA (sf) 204,108,000 Fixed(iv) 32.90 Senior/WAC cap notes/Initial exchangeable A-1B AAA (sf) 30,418,000 Fixed(iv) 22.90 Senior support/WAC cap notes/Initial exchangeable A-1 AAA (sf) 234,526,000 Fixed(v) 22.90 Senior/WAC cap notes/Exchangeable B AA (sf) 11,255,000 Fixed(iv) 19.20 Subordinate/WAC cap notes C A (sf) 14,449,000 Fixed(iv) 14.45 Subordinate/WAC cap notes D BBB (sf) 14,753,000 Fixed 9.60 Subordinate/WAC cap notes E BB (sf) 10,951,000 Fixed 6.00 Subordinate/WAC cap notes F B (sf) 9,886,000 Fixed 2.75 Subordinate/WAC cap notes G NR 8,365,205 Net WAC(vi) 0.00 Subordinate/net WAC notes XS NR Notional(vii) (viii) N/A Subordinate/excess interest notes R NR N/A N/A N/A REMIC residual certificate Note: This presale
